TT CORE SDK

Receiving Only Specific Solicited Order / Fill Events

To receive specific solicited order / fill events, you need to:

Create a class that is derived from ttsdk::IOrderEventHandler and provide implementations for the following methods.
- virtual void OnExecutionReport(OrderPtr order, ExecutionReportPtr execRpt) = 0;
  - Callback fired when delivering execution report messages
- virtual void OnReject(OrderPtr order, RejectResponsePtr rejResp) = 0;
  - Callback fired when delivering order reject messages
- virtual void OnSendFailed(OrderPtr order, const OrderProfile& profile, const SendCode code) = 0;
  - Callback fired when a request delivery surpasses the timeout threshold
- virtual void OnUnsubscribed(const char* orderId) = 0;
  - Callback fired when the unsubscribe request is complete and it is safe to destroy the handler object
Call the Subscribe() method of the OrderPtr instance passing an instance of the class that defines your ttsdk::IOrderEventHandler event handler.
- This is discussed further in the Submitting Orders section.

A sample implementation of class derived from ttsdk::IOrderEventHandler is demonstrated in the following code snippet.

    
  
class OrderObserver : public ttsdk::IOrderEventHandler
{
  public:
      OrderObserver() {}

      virtual void OnExecutionReport(ttsdk::OrderPtr order, 
              ttsdk::ExecutionReportPtr execRpt) override
      {
              switch(execRpt->GetExecType())
              {
                    case ttsdk::ExecType::New :
                      std::cout << "Order successfully entered in market. RequestId=" 
                            << execRpt->GetRequestId() 
                            << " OrderStatus=" 
                            << ttsdk::ToString(execRpt->GetOrderStatus()) << std::endl;
                      break;
                    case ttsdk::ExecType::Canceled :
                      std::cout << "Order successfully cancelled. RequestId=" 
                            << execRpt->GetRequestId() 
                            << " OrderStatus=" 
                            << ttsdk::ToString(execRpt->GetOrderStatus()) 
                            << " [external=" << execRpt->IsExternalAction() 
                            << "]" << std::endl;
                      break;
                    case ttsdk::ExecType::Replaced :
                      std::cout << "Order replaced. RequestId=" 
                            << execRpt->GetRequestId() 
                            << " TTOrderId=" << order->GetOrderId() 
                            << " OrderStatus=" 
                            << ttsdk::ToString(execRpt->GetOrderStatus()) 
                            << " [external=" << execRpt->IsExternalAction() 
                            << "]" << std::endl;
                      break;
                    case ttsdk::ExecType::Trade :
                      std::cout << "Order filled. RequestId=" 
                            << execRpt->GetRequestId() 
                            << " TTOrderId=" << order->GetOrderId() 
                            << " OrderStatus=" 
                            << ttsdk::ToString(execRpt->GetOrderStatus()) << std::endl;
                      break;
                    case ttsdk::ExecType::Rejected :
                      std::cout << "Order filled. RequestId=" << execRpt->GetRequestId() 
                            << " TTOrderId=" << order->GetOrderId() 
                            << " OrderStatus=" 
                            << ttsdk::ToString(execRpt->GetOrderStatus()) << std::endl;
                      break;
                    default:
                      std::cout << "Unhandled event. RequestId=" 
                            << execRpt->GetRequestId() << " TTOrderId=" 
                            << order->GetOrderId() << " OrderStatus=" 
                            << ttsdk::ToString(execRpt->GetOrderStatus()) 
                            << " ExecutionType=" 
                            << ttsdk::ToString(execRpt->GetExecType()) << std::endl;
              }
      }

      virtual void OnReject(ttsdk::OrderPtr order, ttsdk::RejectResponsePtr rejResp) override
      {
              std::cout << "OnReject event. RequestId=" << rejResp->GetRequestId() 
                    << " TTOrderId=" << order->GetOrderId() << " RejectReason=" 
                    << ttsdk::ToString(rejResp->GetRejectReason()) 
                    << " Text=" << rejResp->GetText() << std::endl;
              order_.reset();
      }

      virtual void OnSendFailed(ttsdk::OrderPtr order, const ttsdk::OrderProfile& profile, 
              const ttsdk::IOrderEventHandler::SendCode code) override
      {
            std::cout << "Order send failed. RequestId=" << profile.request_id
                  << " TTOrderId=" << order->GetOrderId() << " SendCode=" 
                  << (int)code << std::endl;
      }

      virtual void OnUnsubscribed(const char* orderId) override
      {
            std::cout << "Order observer for orderId=" << orderId 
                  << " has been successfully unsubscribed." << std::endl;
      }  
};
      
      

  

TT CORE SDK

Receiving Only Specific Solicited Order / Fill Events

Previous:

Receiving Solicited and Unsolicited Order / Fill Events

Next:

Submitting Orders